We were compromised during our stay from 10/13-10/23/13. We used the ATM's in the town square of Puerto Morelos, beside the grocery store, as recommended by the local businesses, etc. We didn't notice anything wrong until a couple days after we arrived home. Obviously, whoever was using the skimmer devices knew when we left. I was hit for over $1200 and my girlfriend for nearly $1700. Thankfully, our local bank here on Cape Cod reimbursed us for our losses.
I thought I was being cautious using these ATM's, even looking closely at the slot that takes one's card. I didn't notice anything unusual and felt it was okay. After all, seemed everyone we asked said the ATM's were the best way to exchange money and they were safe.
In any case, please be aware. There were always local folks watching our transactions, but they watch everybody, it seems. Nothing unusual. Maybe the best thing to do is exchange money in a cambrio (?) where the transaction is done by hand. However, it means one has to bring more cash than one might be comfortable carrying.
I would suggest that if one is going to use the ATM's, contact your bank first to let them know you are traveling to Mexico, and most impotantly, if your bank will reimburse you if you are an ATM scam victim.